Let . Show that exists for all . Find .
My first impression of this problem is to use the monotone convergence theorem (MCT) or the dominated convergence theorem (DCT) to interchange the limit and the sum. However, I do not know what to bound the function by. Thanks in advance!
If we convert the sum to an integral under the counting measure on , we can re-express the function as
Ideally, we want to apply the DCT by finding an integrable function such that a.e. for all . But, since has to be an function independent of under the counting measure, DCT might not be the correct method.
Also, the DCT that I learned involves interchanging . But, this problem statement is asking for and not .